//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Franses, Philip Hans"
~person:"Kapetanios, George"
~person:"Koehler, Anne B."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Faktorenanalyse"
~subject:"Frühindikator"
~subject:"Prognose"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Einheitswurzeltest
Estimation theory
Faktorenanalyse
Frühindikator
Prognose
Theory
USA
Volatility
Time series analysis
21
Zeitreihenanalyse
21
Forecasting model
15
Prognoseverfahren
15
Theorie
10
Saisonale Schwankungen
5
Seasonal variations
5
State space model
3
Zustandsraummodell
3
Bayes-Statistik
2
Bayesian inference
2
Estimation
2
Exchange rate
2
Forecast
2
Großbritannien
2
Nichtlineare Regression
2
Nonlinear regression
2
Schätztheorie
2
Schätzung
2
Structural break
2
Strukturbruch
2
United Kingdom
2
United States
2
VAR model
2
VAR-Modell
2
Wechselkurs
2
Welt
2
World
2
1955-1994
1
1964-1993
1
1995-2008
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Applications
1
Arbeitslosigkeit
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
14
Author
All
Franses, Philip Hans
Kapetanios, George
Koehler, Anne B.
Hyndman, Rob J.
17
Marcellino, Massimiliano
11
Makridakis, Spyros G.
10
Forni, Mario
9
Spiliotis, Evangelos
9
Assimakopoulos, V.
8
Athanasopoulos, George
8
Hendry, David F.
8
Koopman, Siem Jan
8
Reichlin, Lucrezia
8
Teräsvirta, Timo
8
Camacho, Maximo
7
Hallin, Marc
7
Lippi, Marco
7
Peña, Daniel
7
Timmermann, Allan
7
Dijk, Dick van
6
Hecq, Alain W. J.
6
Petropoulos, Fotios
6
Proietti, Tommaso
6
Pérez-Quirós, Gabriel
6
Ruiz, Esther
6
Castle, Jennifer
5
Clements, Michael P.
5
Kang, Yanfei
5
Kourentzes, Nikolaos
5
Lucas, André
5
Panagiotelis, Anastasios
5
Bergmeir, Christoph
4
Doornik, Jurgen A.
4
Ghysels, Eric
4
Giannone, Domenico
4
Goodwin, Paul
4
Griggs, Kenneth
4
Harvey, Nigel
4
Lütkepohl, Helmut
4
Medeiros, Marcelo C.
4
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Econometrics : open access journal
International journal of forecasting
Journal of macroeconomics
Journal of the American Statistical Association : JASA
Report / Econometric Institute, Erasmus University Rotterdam
25
Econometric Institute research papers
20
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
Discussion paper / Tinbergen Institute
16
Economics letters
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Econometric reviews
7
Journal of econometrics
6
Journal of forecasting
6
Research memorandum series / Tinbergen Instituut
6
Oxford bulletin of economics and statistics
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Bank of England Working Paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion paper / Department of Economics, University of California San Diego
3
Journal of economic surveys
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
Advanced texts in econometrics
2
Applied economics
2
CAMA Working Paper
2
CAMA working paper series
2
CESifo working papers
2
Discussion papers / CEPR
2
ECB Working Paper
2
ERIM report series research in management
2
EUI working paper / ECO
2
IHS economics series : working paper
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
Staff working papers / Bank of England
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
4
Forecasting compositional time series : a state space approach
Snyder, Ralph D.
;
Ord, John Keith
;
Koehler, Anne B.
; …
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 502-512
Persistent link: https://www.econbiz.de/10011922922
Saved in:
5
Models for optimising the theta method and their relationship to state space models
Fiorucci, Jose A.
;
Pellegrini, Tiago R.
;
Louzada, Francisco
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1151-1161
Persistent link: https://www.econbiz.de/10011622119
Saved in:
6
A study of outliers in the exponential smoothing approach to forecasting
Koehler, Anne B.
;
Snyder, Ralph D.
;
Ord, John Keith
; …
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 477-484
Persistent link: https://www.econbiz.de/10009582559
Saved in:
7
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Saved in:
8
Incorporating a tracking signal into a state space model
Snyder, Ralph D.
;
Koehler, Anne B.
- In:
International journal of forecasting
25
(
2009
)
3
,
pp. 526-530
Persistent link: https://www.econbiz.de/10003877642
Saved in:
9
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2008
Persistent link: https://www.econbiz.de/10003774002
Saved in:
10
On forecasting cointegrated seasonal time series
Löf, Mårten
;
Franses, Philip Hans
- In:
International journal of forecasting
17
(
2001
)
4
,
pp. 607-621
Persistent link: https://www.econbiz.de/10001637765
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->